Prospective survival analysis with a general semiparametric shared frailty model: A pseudo full likelihood approach

We provide a simple estimation procedure for a general frailty model for the analysis of prospective correlated failure times. The large-sample properties of the proposed estimators of both the regression coefficient vector and the dependence parameter are described, and consistent variance estimators are given. A brief outline of the proofs is given. In a simulation study under the widely used gamma frailty model, our proposed approach was found to have essentially the same efficiency as the EM-based maximum likelihood approach considered by other authors, with negligible difference between the standard errors of the two estimators. However, the proposed approach provides a framework capable of handling general frailty distributions with finite moments and yields an explicit consistent variance estimator.